I found this somewhere (don't remember where). It's small and works great. Basically, set the caption of _screen in your app and check for it:

IF CheckWin('My Application')
MESSAGEBOX('Application is already running.'+CHR(13);
+'Please check your taskbar for the app'+CHR(13);
+'and click on its button to maximize it.' ,48,'Application is already running!')
RETURN .F.
ENDIF
*--Remember to set the caption in your app AFTER you check for it using checkwin
*--or it will see itself running and checkwin will return positive
_screen.caption="My Application"

FUNCTION CheckWin
* Routine which sees if an application is active by looking for its
* Window title
* expC1 Window title
PARAMETER tcTitle
DECLARE INTEGER FindWindow in Win32API as FindWindow STRING, STRING
RETURN IIF(FindWindow(0,tcTitle)>0,.T.,.F.)